Existence and Uniqueness of Mild Solutions to Neutral SFDE driven by a Fractional Brownian Motion with non-Lipschitz Coefficients

zbMath1360.60124arXiv1312.6147MaRDI QIDQ2978485

El Hassan Lakhel, Salah Hajji

Publication date: 25 April 2017

Full work available at URL: https://arxiv.org/abs/1312.6147

zbMATH Keywords

fractional Brownian motionWiener integralmild solutionsfractional powers of closed operatorssemigroup of bounded linear operator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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